Damir FilipovicDamir Filipovic holds the Swissquote Chair in Quantitative Finance and is Swiss Finance Institute Professor at the Ecole Polytechnique Fédérale de Lausanne (EPFL), Switzerland. Prior to this, he was head of the Vienna Institute of Finance and professor at the University of Vienna. He previously held the chair of financial and insurance mathematics at the University of Munich, and he was on the faculty of Princeton University. He received his Ph.D. in mathematics from ETH Zurich in 2000. Damir Filipovic worked as a scientific consultant for the Swiss Federal Office of Private Insurance from 2003 to 2004. There he co-developed the Swiss Solvency Test, which defines the regulatory capital requirement for all Swiss based insurance companies and groups. He is on the editorial board of several academic journals. His research interests include the term structure of interest rates, credit and volatility risk, quantitative methods in risk management, and stochastic processes. His papers have been published in a variety of academic journals including the Journal of Financial Economics, Mathematical Finance, Finance and Stochastics, and the Annals of Applied Probability. He is the author of a textbook titled Term-Structure Models.
Olivier SauterTeaching & PhD PhD Students Cassandre Ekta Contré, Antonia Frank, Peizheng Zhang, Jean-Pierre Thomas Svantner, Cristina Venturini, Cosmas Quirin Lorenz Heiss, Daniel Perales Rios, Viacheslav Bochkarev, Jan Jakub Frybes, Paul Véronique Guillaume Devianne Past EPFL PhD Students Clemente Angioni, Petri Nikkola, Alberto Bottino, Andrei Martynov, Emiliano Fable, Costanza Zucca, Federico Felici, Dávid Wágner, Doohyun Kim, Anna Teplukhina, Mengdi Kong, Francesco Carpanese, Simon Van Mulders, Stefano Marchioni, F
Serge VaudenaySerge Vaudenay entered at the Ecole Normale Supérieure in 1989 with a major in mathematics. He earned his agrégation (secondary teaching degree) in mathematics in 1992, then a PhD in Computer Science at the University of Paris 7 - Denis Diderot in 1995. He subsequently became a senior research fellow at the CNRS, prior to being granted his habilitation à diriger des recherches (a postdoctoral degree authorizing the recipient to supervise doctoral students). In 1999, he was appointed as a Professor at the EPFL, where he created the Security and Cryptography Laboratory.
Robert WestRobert West is a tenure-track assistant professor of computer science at EPFL, where he heads the Data Science Lab. In his research, he develops and applies techniques in machine learning, computational social science, natural language processing, social network analysis, and data mining. Bob also collaborates closely with the Wikimedia Foundation, in his role as a Wikimedia Research Fellow. Bob’s work has won several awards, including best/outstanding paper awards at ICWSM’21, ICWSM’19, and WWW’13, a best-paper runner-up award at WWW’16, a Google Faculty Research Award, a Facebook Research Award, a Hewlett-Packard Graduate Fellowship, and a Facebook Graduate Fellowship. He is actively involved in the research community, e.g., as an Associate Editor of ICWSM and EPJ Data Science and as a co-founder of the Wiki Workshop (held at WWW and ICWSM) and the Applied Machine Learning Days. Bob received his PhD in Computer Science from Stanford University, his MSc from McGill University, Canada, and his undergraduate degree from Technische Universität München, Germany.[Last updated: 25 Aug 2021]
Elena PerazziTeaching & PhD Courses Advanced derivatives FIN-503 The course covers a wide range of advanced topics in derivatives pricing Game theory and strategic decisions MGT-300 Game theory studies the strategic interactions between rational agents. It has a myriad of applications in politics, business, sports. A special branch of Game Theory, Auction Theory, has recently guided the development of Ebay, Google advertising auctions, and of the Wireless spectrum auctions. Probabili
Eric JondeauTeaching & PhD Courses Financial Econometrics FIN-702 Comprehensive course about the econometric tools that are essential to estimate financial models, both for asset pricing and for forecasting purposes. Sustainable & entrepreneurial finance FIN-429 This course deals with the role of finance in the transition to a sustainable, low-carbon economy. Students learn how to apply asset allocation techniques to build sustainable portfolios, understand the entrepreneurial ecosystem,
Lorenzo BretscherTeaching & PhD Courses Asset pricing FIN-701 Its main objective is to rigorously develop the foundations of modern financial economics and asset pricing theory. While the focus of the course is theoretical, we will consider empirical evidence alongside. The course is designed for first-year PhD students in finance.
Mathieu LemayTeaching & PhD Past EPFL PhD Students as codirector Martin Proença Courses Applied biomedical signal processing EE-512 The goal of this course is twofold: (1) to introduce physiological basis, signal acquisition solutions (sensors) and state-of-the-art signal processing techniques, and (2) to propose concrete examples of applications for vital sign monitoring and diagnosis purposes.
Giovanni De MicheliExpertise
Design technologies for integrated systems on silicon, such as synthesis, hw/sw codesign and low-power design, as well as systems on heterogeneous platforms including electrical and biological components.
Scientific Director of EcoCloud Center at EPFL
Directing activities towards creating sustainable computation including AI.Designing energy-savvy data centers and edge devices.
More information
Please read http://si2.epfl.ch/~demichel/
Giovanni De Micheli is a research scientist in electronics and Gabriela Tejada GuerreroGabriela has extensive expertise in international cooperation in education, research and innovation. She joined EPFL as scientist at the Cooperation and Development Center (CODEV) where she led the EPFL Leading House Program (2014-2017) of the Swiss government, which upheld Swiss bilateral research cooperation with Brazil, India, Vietnam and Latin America. Her research focused on scientific diasporas and skilled migration with diverse international collaborations under her leadership. She worked at the University of Zurich, and the UNDP in Moldova and Geneva, and taught at the Monterrey Institute of Technology (ITESM). She was visiting researcher at the CES at Harvard University and the CIS at ETH Zurich. Gabriela obtained a BA in International Relations from the UIA (Ibero) in Mexico, and a PhD in Political Sciences from the UAB in Barcelona. She obtained a CAS IPA - International Policy and Advocacy of the D-MTEC, ETH Zurich (2019). Since 2020 Gabriela is Vice-President of the Swiss Commission for UNESCO (member since 2016), where she promotes science-society linkages and advocates for an inclusive development and dialogue through education, science and culture.Since May 2019, Gabriela is Academic Deputy at the Direction of the College of Humanities (CDH). She serves the Scholars at Risk program (SAR) at EPFL in an advisory capacity.
Christophe MoserDr. Christophe Moser is
Associate Professor of Microengineering and Industrial Relations
at the Swiss Federal Institute of Technology in Lausanne. He was the co-founder and CEO of
Ondax,Inc
for ten years prior to joining EPFL. During this decade, he raised $15 million from corporate and venture capital sources to fund volume production of thick holographic components in glass and develop devices enabled by these components such as tunable add-drop multiplexers for telecommunications, ultra-narrowband notch filters for low frequency Raman systems, high power semi-conductor frequency-narrowed pumps for fiber lasers, single frequency fixed and tunable lasers for sensing and femtosecond pulse compressors for micro-machining applications. Dr. Moser has a Ph.D. in Electrical Engineering from the California Institute of Technology, a minor in finance and a bachelor degree in Physics from EPFL.
He is the co-inventor of 24 patents, 14 peer reviewed scientific publications, 9 IEEE proceedings and a book chapter.
Private interests include tennis, running, ski, basketball and family excursions.
2010: Associate Professor, EPFL, faculty
Science Technique Ingenieur.
2000-2010: co-founder, CEO Ondax, Inc.
1995-2000: Graduate Research Assistant,
California Institute of Technology.
1993-1995: Engineering Project manager ,
TESA.
1988-1993: Bachelor candidate in Physics, EPFL.
MAIN PUBLICATIONS:
Moser C., Havermeyer F,.Ultra-narrowband tunable laserline notch filter, Appl. Phys. B, 95 (3), pp 597-601, 2009.
Moser C. ,Ho L., Havermeyer F,. Self-aligned Non-dispersive External Cavity Tunable Laser, 16 (21), 16691-16696 Optics Express, 2008.
Steckman, GJ , Moser C. et al. Volume holographic grating wavelength stabilized laser diodes, IEEE J. Of Selected Topics in Quantum Electronics, (13), 672-678, 2007.
Buse K, Havermeyer F, Liu W., Moser C, Psaltis D. Holographic Filters , Book Chapter Photorefractive Materials and their Applications, 2005.
Havermeyer, F; Liu, WH; Moser, C, et al. Volume holographic grating-based continuously tunable optical filter , Opt. Eng. 43 (9), 2017-2021, 2004.
Moser C., Maravic I., Schupp B., Adibi A, Psaltis D, Diffraction efficiency of localized holograms in doubly doped LiNbO3 crystals, Opt. Lett. 25: (17),1243-1245, 2000. Jürgen BruggerI am a Professor of Microengineering and co-affiliated to Materials Science. Before joining EPFL I was at the MESA Research Institute of Nanotechnology at the University of Twente in the Netherlands, at the IBM Zurich Research Laboratory, and at the Hitachi Central Research Laboratory, in Tokyo, Japan. I received a Master in Physical-Electronics and a PhD degree from Neuchâtel University, Switzerland. Research in my laboratory focuses on various aspects of MEMS and Nanotechnology. My group contributes to the field at the fundamental level as well as in technological development, as demonstrated by the start-ups that spun off from the lab. In our research, key competences are in micro/nanofabrication, additive micro-manufacturing, new materials for MEMS, increasingly for wearable and biomedical applications. Together with my students and colleagues we published over 200 peer-refereed papers and I had the pleasure to supervise over 25 PhD students. Former students and postdocs have been successful in receiving awards and starting their own scientific careers. I am honoured for the appointment in 2016 as Fellow of the IEEE “For contributions to micro and nano manufacturing technology”. In 2017 my lab was awarded an ERC AdvG in the field of advanced micro-manufacturing.
Jan Van HerleBorn in Antwerp, Belgium. In Switzerland since 1983. Became Swiss citizen in 2004 out of conviction of principles of democracy and bottom-up participation. No double nationality. Village Council Member for 2 five-year mandates in 2006-2016.
1987 : Chemist from Basel University (CH).
1988 : Post-graduate IT diploma from Basel Engineering School.
1989 : Industry internship ABB Baden (CH).
1990-1993 : PhD Thesis EPFL, on Solid Oxide Fuel Cell cathode reaction mechanisms.
1994-1995 : Japanese Postdoctoral Fellowship in Tsukuba, Japan, on ceramic powders.
1995-2000 : Researcher at EPFL, Dpt. Chemistry : project responsible in PPM2 (materials), FP4-BriteEuram, NEDO (Japan), Swiss Gas Union (CH, oxygen membranes).
1998-2000 : Masters in Energy Technology, EPFL.
2000 : Cofounder of HTceramix SA (EPFL spin-off), now based in Yverdon (14 employees). Taken over by SOLIDpower in 2007, now 250 employees with 70 MCHF raised.
2000 : 1st Assistant and lecturer at LENI (STI-IGM) : fuel cell group responsible, projects on biogas (Federal Energy Office), woodgas (CCEM), fuel cell stacking (CTI, FP6, FNS), ceramic separation membranes (COST, FNS), microtubes (STI Seed), stability/lifetime/reliability in fuel cells (Electricité de France, swisselectric research). Currently 4 Ph D theses ongoing, 14 theses concluded, of which 5 colateral with SB and IMX. M.E.R. since Nov 2008.
Total funding raised so far >18 MCHF (50% as main applicant; 30% outside CH; 20% industry).
Scientific output : >135 peer-reviewed publications, >120 conference papers, 40 invited presentations (8 keynotes), >70 granted proposals.
Fluent in 5 languages (Dutch, French, German ( Swiss-german), English, Spanish).
Amit GoyalTeaching & PhD Courses Empirical Asset Pricing FIN-607 This class is designed to give you an understanding of the basics of empirical asset pricing. This means that we will learn how to test asset pricing models and apply them mostly to stock markets. We will see which theories fare well and which ones do not.
César PulgarinProf. C. Pulgarin is Chemist from Lausanne University, Master in environmental chemistry from Geneva University, Ph D in synthesis bio-inspired of natural substances from Neuchâtel University. During his education he carried out several industrial trainings.
Since March 1989, he has been working at the EPFL where he is leader of the Advanced Oxidation Processes Group (GPAO) active in the development chemical, photochemical, electrochemical, ultrasonic processes, their coupling between them and with biological systems to degrade chemical and microbiological pollutants in water and air. He has an H index of 40 and he is the world most cited author in 1) TiO2 photo-assisted bacterial inactivation in water and 2) Coupling of photochemical and biological processes for pollutant degradation. He has been involved in ten African, South American and European international research projects. He has been Swiss representative in COST program 540.
